Risk Model with Random Fuzzy Theory
In this paper, the ruin problem in random fuzzy environments is to be researched. The ruin risk model in random fuzzy environments is established when the interarrival time of claim and the amount of claim are characterized as random fuzzy variables. The mean chance of the ultimate ruin is researched. The expressions of the mean chance of the ultimate ruin are obtained if individual claim amount is an exponentially distributed random fuzzy variable. Finally, a numerical example is presented to show how to calculate the mean chance of the ultimate ruin.
Risk model Mean chance Ruin Fuzzy variable Random fuzzy variable
Tao Huang Zhuobin Wei Jinghua Diao
Naval University of Engineering Tianjin China, 300450
国际会议
重庆
英文
571-576
2011-08-20（万方平台首次上网日期，不代表论文的发表时间）